Henstock's version of Itô's formula

DOI10.14321/realanalexch.35.2.0375zbMath1221.26015OpenAlexW2060680656MaRDI QIDQ541382

Tuan Seng Chew, Tin Lam Toh

Publication date: 7 June 2011

Published in: Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14321/realanalexch.35.2.0375

zbMATH Keywords

Itô's formulageneralized Riemann approachHenstock's stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Denjoy and Perron integrals, other special integrals (26A39)

Related Items

The Itô-Henstock stochastic differential equations, Itô-Henstock integral and Itô's formula for the operator-valued stochastic process, Operator-valued stochastic differential equations in the context of Kurzweil-like equations, Backwards Itô-Henstock's version of Itô's formula